Characterizations of counter-monotonicity and upper comonotonicity by (tail) convex order (Q2513590): Difference between revisions

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Property / DOI: 10.1016/j.insmatheco.2013.06.004 / rank
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Latest revision as of 03:38, 19 December 2024

scientific article
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Characterizations of counter-monotonicity and upper comonotonicity by (tail) convex order
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    Characterizations of counter-monotonicity and upper comonotonicity by (tail) convex order (English)
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    28 January 2015
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    counter-monotonicity
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    upper comonotonicity
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    convex order
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    tail convex order
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    risk measures
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